Last Update: 25 Jan 2022 3:15 GMT+0
The Egypt 10Y Government Bond has a 15.243% yield.
10 Years vs 2 Years bond spread is 92.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 8.25% (last modification in November 2020).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 439.25 and implied probability of default is 7.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 62.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 51.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 92.4 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 8.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 439.25 | -1.39 % | +2.39 % | +54.01 % | 7.32 % |
Egypt Government Bonds
Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 11.765% | -46.4 bp | -218.3 bp | ||||||
| 6 months | 12.438% | -1.8 bp | -140.6 bp | ||||||
| 9 months | 12.976% | -4.2 bp | -64.4 bp | ||||||
| 1 year | 13.690% | -1.8 bp | +24.4 bp | 87.96 | +0.02 % | -0.22 % | |||
| 2 years | 14.319% | -4.0 bp | -9.2 bp | 76.52 | +0.08 % | +0.17 % | |||
| 3 years | 15.140% | -3.6 bp | +6.3 bp | 65.51 | +0.09 % | -0.17 % | |||
| 5 years | 14.830% | -5.3 bp | -41.8 bp | 50.09 | +0.24 % | +1.83 % | |||
| 7 years | 15.163% | -1.8 bp | -11.4 bp | 37.22 | +0.11 % | +0.68 % | |||
| 10 years | 15.243% | -1.2 bp | -28.0 bp | 24.20 | +0.08 % | +2.46 % | |||
Egypt 10Y Bond Yield Spread
The Egypt 10Y Government Bond has a 15.243% yield. Click on Spread value for the historical serie.
A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 1535.4 bp | -15.5 bp | -58.9 bp | Compare | |
| Japan 10Y | 1511.2 bp | -8.4 bp | -39.1 bp | Compare | |
| France 10Y | 1494.2 bp | -19.5 bp | -66.8 bp | Compare | |
| Spain 10Y | 1461.2 bp | -12.6 bp | -64.6 bp | Compare | |
| United Kingdom 10Y | 1411.4 bp | -21.9 bp | -82.0 bp | Compare | |
| Italy 10Y | 1389.1 bp | -24.3 bp | -101.0 bp | Compare | |
| United States 10Y | 1347.2 bp | -29.0 bp | -77.0 bp | Compare | |
| Canada 10Y | 1342.5 bp | -35.4 bp | -89.0 bp | Compare | |
| Australia 10Y | 1328.5 bp | -37.6 bp | -103.6 bp | Compare | |
| China 10Y | 1254.1 bp | +13.0 bp | -4.4 bp | Compare | |
| India 10Y | 859.1 bp | -20.2 bp | -76.7 bp | Compare | |
| Russia 10Y | 552.8 bp | -130.7 bp | -300.5 bp | Compare | |
| Brazil 10Y | 413.1 bp | -88.3 bp | -222.4 bp | Compare |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 15.243% | 24.20 | 29.17 | 39.12 | 49.07 | 59.01 | 68.96 | |
| 7 years | 15.163% | 37.22 | 41.36 | 49.64 | 57.92 | 66.20 | 74.48 | |
| 5 years | 14.830% | 50.09 | 53.45 | 60.18 | 66.92 | 73.65 | 80.38 | |
| 3 years | 15.140% | 65.51 | 67.79 | 72.35 | 76.90 | 81.46 | 86.01 | |
| 2 years | 14.319% | 76.52 | 78.16 | 81.44 | 84.72 | 88.00 | 91.28 | |
| 1 year | 13.690% | 87.96 | 88.84 | 90.60 | 92.36 | 94.12 | 95.87 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||